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Add the salesforce domain to the secure origins list. The result should look like the following.

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Only for problem solving

If nothing works, try the following ( only for problem detection ).

In Okta administrator menu select Customizations/Other and scroll down the page.

Image Removed

Depending on what you see here please choose the other option.

Image Added

Select Allow Do NOT choose allow IFrame embedding. (This should not be used in productioncould be a security issue within a produktive system)

If it works this way then further investigation (domain configuration) on your side needs to take place.